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LBAY vs. BTAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LBAY vs. BTAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leatherback Long/Short Alternative Yield ETF (LBAY) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LBAY achieves a 3.90% return, which is significantly higher than BTAL's -21.75% return.


LBAY

1D
0.94%
1M
-3.88%
YTD
3.90%
6M
4.36%
1Y
4.26%
3Y*
2.12%
5Y*
4.68%
10Y*

BTAL

1D
3.11%
1M
-7.70%
YTD
-21.75%
6M
-20.50%
1Y
-36.96%
3Y*
-13.01%
5Y*
-5.21%
10Y*
-5.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LBAY vs. BTAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LBAY
Leatherback Long/Short Alternative Yield ETF
3.90%4.08%-3.49%-8.54%22.41%22.27%5.03%
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
-21.75%-20.17%12.83%-15.11%20.48%-6.81%-5.26%

Correlation

The correlation between LBAY and BTAL is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2020

-0.04

The correlation between LBAY and BTAL shifts across timeframes, from -0.04 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LBAY vs. BTAL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LBAY
LBAY Risk / Return Rank: 1212
Overall Rank
LBAY Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
LBAY Sortino Ratio Rank: 1212
Sortino Ratio Rank
LBAY Omega Ratio Rank: 1212
Omega Ratio Rank
LBAY Calmar Ratio Rank: 1212
Calmar Ratio Rank
LBAY Martin Ratio Rank: 1212
Martin Ratio Rank

BTAL
BTAL Risk / Return Rank: 00
Overall Rank
BTAL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 00
Sortino Ratio Rank
BTAL Omega Ratio Rank: 00
Omega Ratio Rank
BTAL Calmar Ratio Rank: 11
Calmar Ratio Rank
BTAL Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LBAY vs. BTAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leatherback Long/Short Alternative Yield ETF (LBAY) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LBAYBTALDifference
Sharpe ratioReturn per unit of total volatility

+1.90

Sortino ratioReturn per unit of downside risk

+3.07

Omega ratioGain probability vs. loss probability

1.06

0.74

+0.32

Calmar ratioReturn relative to maximum drawdown

0.31

-0.98

+1.29

Martin ratioReturn relative to average drawdown

0.80

-1.85

+2.65

LBAY vs. BTAL - Sharpe Ratio Comparison

The current LBAY Sharpe Ratio is 0.27, which is higher than the BTAL Sharpe Ratio of -1.62. The chart below compares the historical Sharpe Ratios of LBAY and BTAL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LBAY vs. BTAL - Drawdown Comparison

The maximum LBAY drawdown since its inception was -15.99%, smaller than the maximum BTAL drawdown of -52.70%. Use the drawdown chart below to compare losses from any high point for LBAY and BTAL.


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Drawdown Indicators


LBAYBTALDifference

Max Drawdown

Largest peak-to-trough decline

-15.99%

-52.70%

+36.71%

Max Drawdown (1Y)

Largest decline over 1 year

-13.61%

-37.81%

+24.20%

Max Drawdown (3Y)

Largest decline over 3 years

-14.57%

-47.83%

+33.26%

Max Drawdown (5Y)

Largest decline over 5 years

-15.99%

-47.83%

+31.84%

Max Drawdown (10Y)

Largest decline over 10 years

-52.70%

Current Drawdown

Current decline from peak

-12.80%

-51.23%

+38.43%

Average Drawdown

Average peak-to-trough decline

-6.84%

-22.05%

+15.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.33%

21.21%

-15.88%

Volatility

LBAY vs. BTAL - Volatility Comparison

The current volatility for Leatherback Long/Short Alternative Yield ETF (LBAY) is 4.22%, while AGF U.S. Market Neutral Anti-Beta Fund (BTAL) has a volatility of 9.28%. This indicates that LBAY experiences smaller price fluctuations and is considered to be less risky than BTAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LBAYBTALDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

9.28%

-5.06%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

16.73%

-4.21%

Volatility (1Y)

Calculated over the trailing 1-year period

15.63%

22.83%

-7.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.56%

19.10%

-5.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.76%

17.36%

-3.60%

LBAY vs. BTAL - Expense Ratio Comparison

LBAY has a 1.09% expense ratio, which is lower than BTAL's 1.40% expense ratio.


Dividends

LBAY vs. BTAL - Dividend Comparison

LBAY's dividend yield for the trailing twelve months is around 3.89%, more than BTAL's 3.18% yield.


PositionTTM20252024202320222021202020192018
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
3.18%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%
LBAY
Leatherback Long/Short Alternative Yield ETF
3.89%3.80%3.77%3.47%2.74%2.96%0.29%0.00%0.00%

Frequently Asked Questions


LBAY and BTAL have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTAL has higher volatility (9.28%) compared to LBAY (4.22%). In terms of maximum drawdown, LBAY dropped -15.99% vs BTAL's -52.70%.

On 5-year performance, LBAY leads with 4.68% vs -5.21% for BTAL. On fees, LBAY is cheaper at 1.09% per year. On volatility, LBAY has been the lower-risk option at 4.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, LBAY has performed better with a 4.68% return vs -5.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LBAY is cheaper with a 1.09% expense ratio, compared with 1.40% for BTAL.

LBAY has the higher dividend yield at 3.89%, compared with 3.18% for BTAL.

LBAY is categorized as Long-Short, while BTAL is Equity Market Neutral. They also come from different issuers: Toroso Investments and AGF. Their fees differ too: 1.09% for LBAY and 1.40% for BTAL.

LBAY currently has the higher Sharpe Ratio (0.27 vs -1.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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